+127.5%
TSCO vs ESTC
+31.2%
+96.3%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -4.5% | +5.6% | +1.8% |
| 7D | +0.8% | -8.1% | +8.9% | +1.9% |
| 30D | +5.5% | +31.7% | -26.2% | +0.7% |
| 3M | +20.0% | +41.1% | -21.1% | +13.2% |
| 6M | -29.8% | +77.1% | -106.9% | -36.3% |
| YTD | -28.7% | +21.7% | -50.4% | -31.9% |
| 1Y | -40.9% | +8.4% | -49.3% | -42.9% |
| 3Y | -15.9% | +23.6% | -39.6% | -24.4% |
| 5Y | -3.5% | -46.5% | +43.0% | -5.8% |
| All | +127.5% | +31.2% | +96.3% | +65.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ESTC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling